On minimax filtration of vector processes (Q1332071)
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scientific article; zbMATH DE number 635732
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimax filtration of vector processes |
scientific article; zbMATH DE number 635732 |
Statements
On minimax filtration of vector processes (English)
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26 September 1994
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optimal linear estimation
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spectral characteristic of the optimal linear estimate
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least favorable spectral densities
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